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ellip

JAX implementations of various elliptic integrals.

Bulirsch integrals

Forward and reverse mode autodiff compatible

  • $el1(x, k_c)$: incomplete elliptic integral of the first kind
  • $el2(x, k_c, a, b)$: incomplete elliptic integral of the second kind
  • $el3(x, k_c, p)$: incomplete elliptic integral of the third kind
  • $cel(k_c, p, a, b)$: Generalized complete elliptic integral

Carlson integrals

Forward mode autodiff only

  • $R_\mathrm{F}(x, y, z)$
  • $R_\mathrm{C}(x, y)$
  • $R_\mathrm{J}(x, y, z, p)$
  • $R_\mathrm{D}(x, y, z)$

Legendre forms

Forward mode autodiff only

  • $K(k)$: complete elliptic integral of the first kind

  • $E(k)$: complete elliptic integral of the second kind

  • $\Pi(n, k)$: complete elliptic integral of the third kind

  • $F(\phi, k)$: incomplete elliptic integral of the first kind

  • $E(\phi, k)$: incomplete elliptic integral of the second kind

  • $\Pi(\phi, k, n)$: incomplete elliptic integral of the third kind

Note: The Legendre forms are computed directly from the Carlson integrals using the relations found in [3].

References

[1] Bulirsch, 1969b

[2] Carlson, 1994

[3] DLMF entry on Carlson Symmetric Integrals